Seasonality Analysis
Historical Prices Year-by-Year
Historical Returns (%) By Years/Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | avg |
| 2026 | 6.72 | -4.53 | -17.07 | -24.48 | 2.66 | 0.48 | 9.82 | 1.82 | 3.24 | -24.48 | 9.82 | -2.37 | |||
| 2025 | 8.34 | 4.33 | -7.55 | 1.15 | -0.61 | -9.64 | -2.28 | -3.21 | -6.23 | 19.48 | 2.44 | -9.64 | 19.48 | 0.57 | |
| Summary | |||||||||||||||
| Avg Returns (%) | 6.72 | 1.91 | -6.37 | -16.02 | 1.91 | -0.07 | 0.09 | -0.23 | 0.02 | -6.23 | 19.48 | 2.44 | -16.02 | 19.48 | 0.30 |
| Max Pos Return (%) | 6.72 | 8.34 | 4.33 | -7.55 | 2.66 | 0.48 | 9.82 | 1.82 | 3.24 | -6.23 | 19.48 | 2.44 | -7.55 | 19.48 | 3.80 |
| Max Neg Return (%) | 6.72 | -4.53 | -17.07 | -24.48 | 1.15 | -0.61 | -9.64 | -2.28 | -3.21 | -6.23 | 19.48 | 2.44 | -24.48 | 19.48 | -3.19 |
| Pos Occurances (%) | 100 | 50 | 50 | 0 | 100 | 50 | 50 | 50 | 50 | 0 | 100 | 100 | 0 | 100 | 58 |
| Neg Occurance (%) | 0 | 50 | 50 | 100 | 0 | 50 | 50 | 50 | 50 | 100 | 0 | 0 | 0 | 100 | 42 |
- Treat this calendar as weak evidence. The first half of the sample and the second half rank-correlate -0.34 across the twelve months — the pattern that held early did not hold late, which is what noise looks like.
- Feb is the strongest month (edge 40/100, Weak): median +3.84%, mean +2.20%, higher in 5 of 7 years (71%), t = 0.75, p = 0.481.
- Oct is the weakest month (edge 38/100, Weak): median -5.04%, mean -6.40%, lower in 5 of 6 years, t = -1.19, p = 0.288.
- Best stretch of the year is Nov–Jan: median +21.64% compounded, positive in 4 of 6 seasons (67%), p = 0.132.
- Worst stretch is Aug–Oct: median -10.63% compounded, positive in only 2 of 6 seasons (33%).
- We are in Sep, historically a -2.73% median month with a 33% hit rate. Month-to-date OPCH is +3.24% — ahead of the seasonal norm.
- Seasonal path from here: Oct -5.04% (17% hit), Oct–Dec +9.46% (67%), Oct–Mar +7.67% (83%) — medians of the compounded window return.
- The median seasonal year peaks around Aug at +22.26%, troughs around Feb at -7.27% and finishes the year at +5.80% (5 complete years).
- Best weekday is Tuesday at +0.298% a session (significant, p = 0.034); weakest is Thursday at -0.097%.
- Turn-of-month (last 3 sessions plus first 3) averages -0.008% a session against +0.107% for the rest of the month — a -0.115% daily spread across 483 sessions.
- By quarter, Q4 is the best (median +9.46%, 67% positive) and Q2 the worst (median -2.70%).
- Risk is seasonal too: Apr is the most volatile month (53.8% annualised) and Dec the calmest (29.9%); participation peaks in Aug at +35% of the average month's volume.
- Twelve months were tested at once, so the 5% bar is really 0.0042 after a Bonferroni correction — no month clears it. With 7 seasons of data, seasonality is context, not a trade on its own.
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